Life-cycle portfolio choice with imperfect predictors
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DOI: 10.1016/j.jbankfin.2021.106357
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Keywords
Portfolio choice over the life cycle; Filtering; Stock market predictability; Imperfect predictors;All these keywords.
JEL classification:
- D15 - Microeconomics - - Household Behavior - - - Intertemporal Household Choice; Life Cycle Models and Saving
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G5 - Financial Economics - - Household Finance
Statistics
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